Anic Equity¶

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Total return since start: 0.694 %¶

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Equity now: -----------------------------> 51743.0 Kr¶

Max Equity ever reached: ------------> 51944.38 Kr¶

Anic Portfolio¶

Today¶

Return: 0.125 %¶

This Week¶

Return: 8.788 %¶

Total¶

Return: 69.265 %¶

Benchmark comparison TODAY¶

Benchmark comparison¶

OMXS30
DJUS
NDX
DAX
W1IDU

Excess return¶

OMXS30
DJUS
NDX
DAX
W1IDU

Anic Portfolio Holdings¶

  volume changePercent value profit profitPercent acquiredValue
name            
FM Mattsson Mora Group B 54 -1.420000 3375.000000 195.000000 6.130000 3180.000006
HMS Networks 2 2.770000 800.000000 127.000000 18.870000 673.000000
Nordea Bank Abp 29 0.800000 3560.040000 106.040000 3.070000 3453.999992
HEBA B 70 2.490000 2740.500000 104.500000 3.960000 2636.000010
SAAB B 8 0.490000 3433.600000 56.600000 1.680000 3377.000000
Swedbank A 3 2.100000 613.800000 49.800000 8.830000 564.000000
MedCap 2 0.650000 466.000000 45.000000 10.690000 421.000000
Resurs Holding 22 0.970000 617.320000 43.320000 7.550000 573.999998
AcadeMedia 12 1.100000 597.840000 40.840000 7.330000 557.000004
Samhällsbyggnadsbo. i Norden B 20 2.950000 391.100000 36.100000 10.170000 355.000000
Norva24 Group 16 0.000000 576.000000 33.000000 6.080000 543.000000
Intrum 4 2.000000 550.200000 23.200000 4.400000 527.000000
OEM International B 7 1.550000 550.900000 22.900000 4.340000 527.999997
Eastnine 4 2.080000 511.200000 20.200000 4.110000 491.000000
Fastighetsbolag. Emilshus Pref 21 0.000000 572.250000 10.250000 1.820000 562.000005
Boozt 12 1.990000 1663.200000 9.200000 0.560000 1653.999996
Securitas B 6 1.240000 579.120000 9.120000 1.600000 570.000000
Coor Service Management Hold. 8 1.050000 539.600000 7.600000 1.430000 532.000000
Corem Property Group B 59 3.240000 582.040000 5.040000 0.870000 576.999999
Karnov Group 9 0.170000 540.900000 4.900000 0.910000 536.000004
Samhällsbyggnadsbo. i Norden D 12 0.970000 249.600000 3.600000 1.460000 246.000000
Creaspac SPAC 6 0.000000 579.000000 2.000000 0.350000 577.000002
Handelsbanken A 5 0.140000 545.000000 -1.000000 -0.180000 546.000000
Midsona B 63 0.880000 580.230000 -2.770000 -0.480000 582.999984
Sampo Oyj SDB 7 0.640000 3846.500000 -3.500000 -0.090000 3850.000000
CTEK 13 2.760000 513.630000 -20.370000 -3.810000 533.999999
International Petroleum Corp. 5 -0.270000 561.000000 -33.570000 -5.650000 594.565215
Essity B 2 -1.360000 538.000000 -36.000000 -6.270000 574.000000
Fasadgruppen Group 38 -1.460000 4104.000000 -37.000000 -0.890000 4140.999992
Vivesto 1368 -0.150000 560.060000 -52.940000 -8.640000 612.999432
Essity A 4 -1.100000 1080.000000 -69.000000 -6.010000 1149.000000
Beijer Electronics Group 27 0.180000 3007.800000 -76.200000 -2.470000 3083.999994
OX2 22 4.040000 1841.400000 -147.600000 -7.420000 1989.000002
Axfood 15 -4.020000 3871.500000 -428.500000 -9.970000 4300.000005
Ovzon 64 -0.940000 3366.400000 -629.600000 -15.760000 3996.000000
TOTAL 48504.730000 -582.840000 -0.46317% 49087.564636

Updated:¶

'2023-02-01 09:42:08.756486'
None

Last optimization/rebalancing:¶

'2023-01-02'

Next optimization/rebalancing:¶

'2023-02-10'

In or Out of market? In if Signal > -10, else out of market!¶

AVAN-Live vs backtest and OMXSE30 2023¶

Walk forward test results - depending on starting day¶

Equity is shown as log of returns. Returns range by a factor of 10. Best is about 10000%, 100 times money, and worst 1000%, 10 times money in 20 years. Maximal duration for drawdown periods vary between 280-750 days. Worst drawdown across the tests is about 40 %. ¶

Walk forward test results - Distribution of maximal drawdowns¶

Used to understand the strategys historical drawdown properties and to set the rule for when to stop trading the system. The stop limit is set to mean of max drawdown minus 2 standard deviations.¶